+121.7%
MPC vs MXL
+349.5%
-227.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.3% |
| 7D | +3.2% | +19.0% | -15.8% | +2.8% |
| 30D | +25.0% | +4.5% | +20.6% | +24.8% |
| 3M | +55.2% | -1.5% | +56.7% | +53.7% |
| 6M | +86.4% | +348.6% | -262.2% | +74.3% |
| YTD | +148.5% | +310.3% | -161.8% | +133.0% |
| 1Y | +121.7% | +344.7% | -223.0% | +103.9% |
| All | +121.7% | +349.5% | -227.8% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling